Bank nifty future trading strategy

give it a try Moral of the Story: Your strategy need not to be complex and lengthy to be extremely profitable, Paramter Value Fixed Position Size Position Size80 of Equity Initial Capital Final Capital 1439280.40 Backtest Period 01-Jan-2008 to 01-Jan-2008 to Timeframe 1 Minute. But delta values of calls are taken as positive where as the put delta values are considered negative. Thus such a delta neutral strategy gives us the freedom to stick to our strategy even if Nifty moves 100 points either way. Initial Equity 200000, brokerage 50 per order, margin 10, aFL Code / / / Formula Name: Nifty Intraday Strategy using RSI and ADX / Author/Uploader: Trading Tuitions / E-mail: / Website: m / _section_begin Nifty Intraday Strategy SetTradeDelays( 1, 1, 1, 1 SetOption( "InitialEquity 200000. This week we are going to share an excellent Intraday trading strategy for Nifty. That call price will decrease by.5/ put price will increase by.5 or thereabouts for a Rs 10 decrease in price of underlying. For ATM strikes if we add absolute values of delta of call and put, the total will be approximately. Paramter Value Nifty Bank Nifty Initial Capital Final Capital 1482002.00 Backtest Period 01-Jan-2010 to 30-Sep-2016 01-Jan-2012 to 30-Sep-2016 Net Profit 641.00 745.87 Annual Return.59.79 Number of Trades 33 28 Winning Trade.55.57 Average holding Period.24 periods.96 periods Max consecutive losses.

Bank nifty future trading strategy

Hence the combined delta value near zero shows a delta neutral strategy. SetOption( "AllowPositionShrinking True BuyPriceOpen; SellPriceOpen; ShortPriceOpen; CoverPriceOpen; _N(Title StrFormat name - interval date Open g, Hi g, Lo g, Close g (.1f) values O, H, L, C Plot( Close, "Price colorWhite, styleCandle rsiperiods17; adxperiods14; BuyRSI(rsiperiods) 75 AND ADX(adxperiods) 25; ShortRSI(rsiperiods) 25 AND ADX(adxperiods) 25 ;. You can clearly see that the second one outperforms the first due to Power of Compounding. Thus the combined strategy is delta neutral (1-10) and lets you take a delta neutral stance to offset time decay. A professional trader uses such strategies to highest effect. Intraday 1 minute, indicators Used, rSI(17 ADX(14 buy Condition. All the positions would be squared off at the end of day. As a general rule, when RSI crosses an upper limit it indicates a Sell signal, while contrarian trading strategy if it crosses lower limit it indicates Buy signal. To simplify we can say that for a call option of delta.25, it will increase by.5 if the underlying stock price moves by Rs 10 or vice-versa.